+265.7%
TSM vs IONS
-11.8%
+277.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.6% |
| 7D | +6.2% | -26.3% | +32.5% | +10.4% |
| 30D | -7.3% | -31.9% | +24.7% | -2.3% |
| 3M | -7.1% | -48.0% | +40.9% | +1.8% |
| 6M | +0.2% | -62.6% | +62.8% | +14.8% |
| YTD | +32.2% | -63.3% | +95.5% | +51.7% |
| 1Y | +42.8% | -58.4% | +101.2% | +60.1% |
| 3Y | +330.4% | -38.2% | +368.6% | +331.6% |
| All | +265.7% | -11.8% | +277.5% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling